+19.1%
CAVA vs TEVA
+81.2%
-62.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +1.4% | +0.7% | +0.6% | +1.2% |
| 30D | +14.0% | +6.8% | +7.2% | +12.7% |
| 3M | -9.3% | +20.3% | -29.6% | -11.9% |
| 6M | -33.6% | +16.5% | -50.1% | -35.3% |
| YTD | +2.2% | +33.9% | -31.6% | -7.0% |
| 1Y | +19.1% | +69.8% | -50.7% | +5.4% |
| All | +19.1% | +81.2% | -62.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling